1 citations · 1 across the 3 of their papers we have counts for
Showing math.STShow all
3 papers · 1 filter
math.ST2019
Sparse Minimax Optimality of Bayes Predictive Density Estimates from Clustered Discrete Priors
Ujan Gangopadhyay, Gourab Mukherjee
We consider the problem of predictive density estimation under Kullback-Leibler loss in a high-dimensional Gaussian model with exact sparsity constraints on the location parameters…
math.ST2017★ 1 cited
On Minimax Optimality of Sparse Bayes Predictive Density Estimates
Gourab Mukherjee, Iain M. Johnstone
We study predictive density estimation under Kullback-Leibler loss in -sparse Gaussian sequence models. We propose proper Bayes predictive density estimates and establish a…
math.ST2012
On the within-family Kullback-Leibler risk in Gaussian Predictive models
Gourab Mukherjee, Iain M. Johnstone
We consider estimating the predictive density under Kullback-Leibler loss in a high-dimensional Gaussian model. Decision theoretic properties of the within-family prediction error…